Comparing and choosing between two models with a third model in background

DOI10.1016/S0304-4076(96)00002-4MaRDI QIDQ1362492zbMATH OpenFDO

Authors Dale J. Poirier

Publication date 12 August 1997

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Bayesianlogitposterior oddsindependence of irrelevant alternativesnested logitrandom utility maximization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• scientific article; zbMATH DE number 1522708
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Cites work

• Bayesian analysis of logit models using natural conjugate priors
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Jeffreys' prior for logit models
• Model occurrence and model selection in panel data sets

Cited in

(1)

• Using simulation methods for bayesian econometric models: inference, development,and communication

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